BNP Paribas Call 220 ANF 20.12.2024
/ DE000PG2PP85
BNP Paribas Call 220 ANF 20.12.20.../ DE000PG2PP85 /
| 9/6/2024 10:50:38 AM |
Chg.-0.030 |
Bid9/6/2024 |
Ask9/6/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
-23.08% |
0.100
Bid Size: 10,000 |
0.220
Ask Size: 10,000 |
Abercrombie and Fitc... |
220.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
PG2PP8 |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Abercrombie and Fitch Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
6/14/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
82.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.47 |
| Parity: |
-7.40 |
| Time value: |
0.15 |
| Break-even: |
199.50 |
| Moneyness: |
0.63 |
| Premium: |
0.61 |
| Premium p.a.: |
4.22 |
| Spread abs.: |
0.02 |
| Spread %: |
15.38% |
| Delta: |
0.09 |
| Theta: |
-0.03 |
| Omega: |
7.77 |
| Rho: |
0.03 |
Quote data
| Open: |
0.100 |
| High: |
0.100 |
| Low: |
0.100 |
| Previous Close: |
0.130 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.00% |
| 1 Month |
|
|
-71.43% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.130 |
| 1M High / 1M Low: |
0.890 |
0.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.170 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.485 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
414.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
